161 citations · 2k across the 112 of their papers we have counts for
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Bayesian statistical inverse problems for a coupled Fokker-Planck-Darcy system
Grigorios A. Pavliotis, Andrew M. Stuart, Andrea Zanoni
We study the nonparametric statistical inverse problem of recovering the space-dependent permittivity in a coupled Fokker-Planck-Darcy system from discrete, noisy observations of t…
Efficient Online Learning in Interacting Particle Systems
Louis Sharrock, Nikolas Kantas, Grigorios A. Pavliotis
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system…
Parameter Estimation for Weakly Interacting Hypoelliptic Diffusions
Yuga Iguchi, Alexandros Beskos, Grigorios A. Pavliotis
We study parameter estimation for interacting particle systems (IPSs) consisting of weakly interacting multivariate hypoelliptic SDEs. We propose a locally Gaussian approximati…
A Fourier-based inference method for learning interaction kernels in particle systems
Grigorios A. Pavliotis, Andrea Zanoni
We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach a…
Bayesian Nonparametric Inference in McKean-Vlasov models
Richard Nickl, Grigorios A. Pavliotis, Kolyan Ray
We consider nonparametric statistical inference on a periodic interaction potential from noisy discrete space-time measurements of solutions of the nonlinear McKean-Vla…
Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation
Louis Sharrock, Nikolas Kantas, Panos Parpas +1
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which…